+47.6%
SOFI vs RTX
+215.8%
-168.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | +5.6% | -3.1% | +8.7% | +7.1% |
| 30D | -2.0% | -10.6% | +8.6% | +2.9% |
| 3M | +9.2% | +11.6% | -2.5% | +2.8% |
| 6M | -4.7% | -4.5% | -0.2% | -3.4% |
| YTD | -31.2% | +9.6% | -40.8% | -35.2% |
| 1Y | -30.6% | +30.8% | -61.5% | -40.3% |
| 3Y | +110.6% | +152.8% | -42.2% | +31.7% |
| 5Y | +16.4% | +167.1% | -150.7% | -27.7% |
| All | +47.6% | +215.8% | -168.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling